Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.711 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52276.27 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -0.517 %¶

This Week¶

Return: -1.506 %¶

Total portfolio value¶

Return including deposits: 71.109 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.500000 4514.400000 194.400000 4.500000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.070000 663.950000 24.950000 3.900000 638.999984
NCC B 7 2.060000 658.350000 4.350000 0.670000 653.999997
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
SCA A 4 -0.930000 596.800000 -2.200000 -0.370000 599.000000
Latour B 2 -0.040000 445.200000 -3.800000 -0.850000 449.000000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
SynAct Pharma 9 -0.700000 640.800000 -4.200000 -0.650000 645.000003
Addtech B 3 -0.260000 695.400000 -4.600000 -0.660000 699.999999
Addnode Group B 6 -0.640000 745.200000 -4.800000 -0.640000 750.000000
BONESUPPORT HOLDING 10 -0.490000 1219.000000 -5.000000 -0.410000 1224.000000
Investor B 3 -1.080000 648.450000 -7.050000 -1.080000 655.500000
Sdiptech B 3 0.590000 814.800000 -7.200000 -0.880000 822.000000
Biotage 4 -1.590000 594.400000 -8.600000 -1.430000 603.000000
Embracer Group B 26 -0.160000 649.090000 -12.910000 -1.950000 661.999988
Humana 40 -0.360000 659.200000 -14.800000 -2.200000 674.000000
Indutrade 5 -0.720000 1303.500000 -16.500000 -1.250000 1320.000000
Fortnox 10 -1.310000 646.400000 -21.600000 -3.230000 668.000000
Balco Group 39 0.740000 1850.550000 -24.450000 -1.300000 1874.999997
Lime Technologies 2 3.300000 563.000000 -30.000000 -5.060000 593.000000
Vitrolife 3 -1.470000 643.800000 -33.200000 -4.900000 677.000001
Volati 5 -0.930000 535.000000 -39.000000 -6.790000 574.000000
Xvivo Perfusion 3 -2.730000 801.000000 -44.000000 -5.210000 845.000001
Lundin Gold 7 -1.190000 929.600000 -44.400000 -4.560000 973.999999
Creades A 7 -7.710000 565.250000 -45.750000 -7.490000 610.999998
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Ambea 68 -0.980000 2476.560000 -60.440000 -2.380000 2537.000032
Investor A 16 -1.100000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 20 -0.160000 3808.000000 -108.000000 -2.760000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 45902.200000 -820.400000 -1.60616% 46722.599938

Updated:¶

'2023-06-09 13:12:36.286723'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶